+2,331.0%
LITE vs PFG
+244.0%
+2,087.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.8% |
| 7D | -1.5% | +5.5% | -7.1% | -4.4% |
| 30D | +6.7% | +2.4% | +4.3% | +5.0% |
| 3M | -6.8% | +13.6% | -20.3% | -13.7% |
| 6M | +29.4% | +27.9% | +1.6% | +12.6% |
| YTD | +139.1% | +35.6% | +103.5% | +101.3% |
| 1Y | +521.0% | +48.5% | +472.5% | +398.9% |
| 3Y | +1,535.3% | +66.9% | +1,468.4% | +1,155.5% |
| 5Y | +889.8% | +111.0% | +778.9% | +573.1% |
| All | +2,331.0% | +244.0% | +2,087.0% | +1,043.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling